TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
+0.15%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.14B
AUM Growth
-$58.6M
(-4.9%)
Cap. Flow
-$84.6M
Cap. Flow
% of AUM
-7.4%
Top 10 Holdings %
Top 10 Hldgs %
21.43%
Holding
1,738
New
418
Increased
276
Reduced
325
Closed
515
Top Buys
| 1 |
iShares Russell 2000 ETF
IWM
|
+$53.7M |
| 2 |
SPDR S&P 500 ETF Trust
SPY
|
+$28.9M |
| 3 |
JPMorgan Chase
JPM
|
+$14.7M |
| 4 |
iShares Short Treasury Bond ETF
SHV
|
+$13.9M |
| 5 |
Comcast
CMCSA
|
+$10.4M |
Top Sells
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$18.5M |
| 2 |
SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$17.7M |
| 3 |
Vanguard Total Stock Market ETF
VTI
|
+$15.8M |
| 4 |
Microsoft
MSFT
|
+$14.5M |
| 5 |
Industrial Select Sector SPDR Fund
XLI
|
+$11.5M |
Sector Composition
| 1 | Financials | 12.65% |
| 2 | Technology | 9.84% |
| 3 | Consumer Discretionary | 8.68% |
| 4 | Healthcare | 8.5% |
| 5 | Consumer Staples | 7.19% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
301
Ameriprise Financial
AMP
$46.9B
| $811K | ﹤0.01% |
5,799
+819
| +16% | +$115K |
|
302
Micron Technology
MU
$176B
| $811K | ﹤0.01% |
15,471
-14,753
| -49% | -$773K |
|
303
Waters Corp
WAT
$17.6B
| $807K | ﹤0.01% |
4,171
+1,880
| +82% | +$364K |
|
304
Williams-Sonoma
WSM
$24B
| $806K | ﹤0.01% |
26,254
-10,542
| -29% | -$324K |
|
|
XYZ
305
Block, Inc.
XYZ
$44.5B
| $806K | ﹤0.01% |
13,083
-1,353
| -9% | -$83.4K |
|
306
D.R. Horton
DHI
$53.1B
| $802K | ﹤0.01% |
19,563
-3,131
| -14% | -$128K |
|
|
GRA
307
DELISTED
W.R. Grace & Co.
GRA
| $802K | ﹤0.01% |
+10,943
| New | +$802K |
|
308
iShares US Aerospace & Defense ETF
ITA
$9.28B
| $799K | ﹤0.01% |
+8,306
| New | +$799K |
|
|
NBL
309
DELISTED
Noble Energy, Inc.
NBL
| $794K | ﹤0.01% |
+22,514
| New | +$794K |
|
310
Dollar General
DG
$23B
| $790K | ﹤0.01% |
8,013
-3,435
| -30% | -$339K |
|
311
AGCO
AGCO
$8.1B
| $789K | ﹤0.01% |
+13,001
| New | +$789K |
|
312
Ericsson
ERIC
$26.4B
| $787K | ﹤0.01% |
102,560
+79,748
| +350% | +$612K |
|
313
Align Technology
ALGN
$9.54B
| $784K | ﹤0.01% |
2,290
-1,400
| -38% | -$479K |
|
314
Zimmer Biomet
ZBH
$20.4B
| $780K | ﹤0.01% |
+7,206
| New | +$780K |
|
|
MMP
315
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $778K | ﹤0.01% |
11,257
-14,871
| -57% | -$1.03M |
|
316
Take-Two Interactive
TTWO
$45.4B
| $768K | ﹤0.01% |
6,491
-174
| -3% | -$20.6K |
|
317
Agilent Technologies
A
$35B
| $767K | ﹤0.01% |
+12,399
| New | +$767K |
|
318
Realty Income
O
$55.3B
| $765K | ﹤0.01% |
14,686
+9,801
| +201% | +$511K |
|
319
United Airlines
UAL
$34.5B
| $764K | ﹤0.01% |
10,952
-19,827
| -64% | -$1.38M |
|
320
Lear
LEA
$5.62B
| $763K | ﹤0.01% |
4,105
-2,684
| -40% | -$499K |
|
321
Transocean
RIG
$3.08B
| $763K | ﹤0.01% |
56,771
-66,872
| -54% | -$899K |
|
322
Newmont
NEM
$87.1B
| $761K | ﹤0.01% |
20,178
-33,537
| -62% | -$1.26M |
|
323
Omnicom Group
OMC
$14.9B
| $757K | ﹤0.01% |
+9,931
| New | +$757K |
|
324
Lam Research
LRCX
$148B
| $755K | ﹤0.01% |
43,690
-52,660
| -55% | -$910K |
|
325
Energy Select Sector SPDR Fund
XLE
$26.9B
| $755K | ﹤0.01% |
9,948
-24,198
| -71% | -$1.84M |
|